+8.0%
TMO vs NVDL
+2,476.2%
-2,468.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | -0.6% | -10.3% | +9.7% | -0.1% |
| 30D | +1.1% | -7.1% | +8.2% | +1.4% |
| 3M | +28.3% | +6.6% | +21.8% | +27.4% |
| 6M | +23.3% | +21.1% | +2.2% | +21.1% |
| YTD | +5.5% | +15.2% | -9.8% | +3.6% |
| 1Y | +24.5% | +18.8% | +5.8% | +21.6% |
| 3Y | +19.6% | +649.9% | -630.3% | -2.9% |
| All | +8.0% | +2,476.2% | -2,468.2% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NVDL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling